A. Doruk Gunaydin

Sabanci University

Assistant Professor of Finance

School of Management

Orhanli Tuzla

İstanbul, 34956

Turkey

  • Sabanci University

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

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1.

Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns

Journal of Financial Economics, Forthcoming
Number of pages: 85 Posted: 16 Nov 2017 Last Revised: 19 Dec 2018
Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Sabanci University
Downloads 3,415 (2,707)

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left-tail risk, momentum, equity returns, retail investors, costly arbitrage, investor inattention

2.

Downside Beta and Equity Returns around the World

The Journal of Portfolio Management, Vol. 44, No. 7
Number of pages: 54 Posted: 23 Jun 2016 Last Revised: 16 Aug 2018
Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Sabanci University
Downloads 325 (87,760)

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Downside Risk, Downside Beta, Equity Returns, Asset Pricing, International Finance

3.

The Cross-Section of Equity Returns in Emerging Markets

Number of pages: 43 Posted: 04 Aug 2018
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University Graduate School of Management and Sabanci University
Downloads 274 (105,260)

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Equity Risk, Anomalies, Cross-Section of Equity Returns, Emerging Markets

4.

Liquidity and Equity Returns in Borsa Istanbul

Applied Economics, Vol. 48, No. 52, 2016
Number of pages: 32 Posted: 14 May 2015 Last Revised: 19 Sep 2016
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University Graduate School of Management and Sabanci University
Downloads 127 (214,785)

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liquidity, emerging markets, equity returns, asset pricing

5.

Does Downside Beta Really Matter?

Number of pages: 36 Posted: 20 Sep 2017
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University Graduate School of Management and Sabanci University
Downloads 59 (341,997)

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Downside Risk, Downside Beta, Equity Returns, Asset Pricing